CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 13,237 COMMITMENTS 3,221 1,942 46 9,970 11,249 13,237 13,237 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -50) -75 0 0 25 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 14.7 0.3 75.3 85.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 12 9 18 11 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 39,868 COMMITMENTS 16,079 11,016 45 23,559 28,622 39,683 39,683 185 185 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,198) -2,147 -40 -50 -1 -2,108 -2,198 -2,198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 27.6 0.1 59.1 71.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 5 1 20 13 30 18 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 100,009 COMMITMENTS 38,072 35,026 1,594 60,211 63,289 99,877 99,909 132 100 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -6,891) -581 -3,385 -165 -6,146 -3,341 -6,892 -6,891 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 35.0 1.6 60.2 63.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 25 14 4 28 19 56 34 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 184,746 COMMITMENTS 61,889 22,560 3,465 119,392 158,721 184,746 184,746 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,100) -94 -386 744 2,450 2,742 3,100 3,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 12.2 1.9 64.6 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 6 3 16 15 22 23 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 153,132 COMMITMENTS 23,954 17,249 5,383 123,795 130,500 153,132 153,132 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 191) 2,694 -400 -800 -1,703 1,391 191 191 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 11.3 3.5 80.8 85.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 5 17 11 26 18 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 34,974 COMMITMENTS 11,099 2,631 1,512 22,328 30,831 34,939 34,974 35 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -439) -650 -325 25 186 -139 -439 -439 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 7.5 4.3 63.8 88.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 4 2 16 14 27 18 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,154 COMMITMENTS 6,050 1,000 0 28,104 33,154 34,154 34,154 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -132) 0 -92 0 -132 -40 -132 -132 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 2.9 0.0 82.3 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 1 0 12 8 18 9 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,780 COMMITMENTS 9,030 1,371 3,707 20,043 27,652 32,780 32,730 0 50 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 131) -165 -500 0 296 631 131 131 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 4.2 11.3 61.1 84.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 3 2 15 12 27 16 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,153 COMMITMENTS 1,345 2,170 200 24,093 23,783 25,638 26,153 515 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -335) 0 0 0 -335 -335 -335 -335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 8.3 0.8 92.1 90.9 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 15 12 17 15 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 11,878 COMMITMENTS 1,467 3,605 150 10,261 8,123 11,878 11,878 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 85) 0 5 0 85 80 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 30.4 1.3 86.4 68.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 1 12 9 14 15 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,771 COMMITMENTS 2,479 7,870 100 18,167 12,801 20,746 20,771 25 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 121) 0 1 0 121 120 121 121 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 37.9 0.5 87.5 61.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 8 1 12 9 16 17 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,082 COMMITMENTS 14,836 8,470 2,331 16,915 23,281 34,082 34,082 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 20) 500 -50 0 -480 70 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 24.9 6.8 49.6 68.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 4 14 10 20 15 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 39,916 COMMITMENTS 3,044 953 5,909 30,704 32,991 39,657 39,853 259 63 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,946) 35 -10 659 1,242 1,297 1,936 1,946 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.4 14.8 76.9 82.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 7 28 24 36 31 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 34,191 COMMITMENTS 1,277 5,290 3,338 28,589 25,563 33,204 34,191 987 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 737) 39 -56 343 355 450 737 737 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 15.5 9.8 83.6 74.8 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 5 24 17 30 22 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,887 COMMITMENTS 2,950 0 1,047 3,765 6,810 7,762 7,857 125 30 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 76) 12 0 12 52 64 76 76 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 0.0 13.3 47.7 86.3 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 16 14 19 17 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,112,007 COMMITMENTS 920,762 40,547 392,134 4761807 5639607 6074703 6072288 37,304 39,719 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 105,537) 44,678 -3,566 -18,562 75,862 107,952 101,978 85,824 3,559 19,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.7 6.4 77.9 92.3 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 49 19 52 156 138 218 196 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 223,120 COMMITMENTS 4,864 24,352 53,172 165,016 145,476 223,052 223,000 68 120 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -30,291) -19,623 -9,371 -8,178 -2,480 -12,718 -30,281 -30,267 -10 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 10.9 23.8 74.0 65.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 10 10 24 17 34 31 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,644 COMMITMENTS 5,826 3,185 212 252,406 274,341 258,444 277,738 26,200 6,906 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,099) 123 0 0 222 1,005 345 1,005 2,754 2,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.1 0.1 88.7 96.4 90.8 97.6 9.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 26 18 29 20 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,413 COMMITMENTS 614 0 65 148,769 152,737 149,448 152,802 10,965 7,611 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,394) 335 -28 -398 1,271 2,063 1,208 1,637 1,186 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 92.7 95.2 93.2 95.3 6.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 20 24 22 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,212 COMMITMENTS 15,755 694 7,964 326,057 351,131 349,776 359,789 14,436 4,423 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,369) 3,149 225 -32 -6,968 -2,426 -3,851 -2,233 1,482 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.2 2.2 89.5 96.4 96.0 98.8 4.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 2 6 33 28 43 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 940,036 COMMITMENTS 1,821 11,901 2,913 925,551 923,625 930,285 938,439 9,751 1,597 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 14,827) 289 -448 933 12,831 14,341 14,053 14,826 774 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.3 0.3 98.5 98.3 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 4 38 30 43 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,370 COMMITMENTS 3,302 5,806 736 367,289 370,434 371,327 376,976 14,043 8,394 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,312) 607 -1,604 4 7,464 11,706 8,075 10,106 -1,763 -3,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.5 0.2 95.3 96.1 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 2 39 37 41 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 590,084 COMMITMENTS 1,430 248 951 577,991 583,476 580,372 584,675 9,712 5,409 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 8,067) 677 0 278 6,373 7,510 7,328 7,788 739 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.2 98.0 98.9 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 1 2 39 45 43 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 456,839 COMMITMENTS 2,034 4,090 150 440,902 441,728 443,086 445,968 13,753 10,871 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -7,257) 0 312 91 -6,635 -7,797 -6,544 -7,394 -713 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.9 0.0 96.5 96.7 97.0 97.6 3.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 4 3 37 31 41 35 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,323 COMMITMENTS 620 4,734 0 101,695 98,465 102,315 103,199 4,008 3,124 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,399) 0 1,586 0 3,248 1,812 3,248 3,398 151 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 0.0 95.6 92.6 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 19 20 20 22 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,823 COMMITMENTS 0 527 0 33,109 33,814 33,109 34,341 1,714 482 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,635) 0 527 0 2,810 2,294 2,810 2,821 -175 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 95.1 97.1 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 13 14 13 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 323,637 COMMITMENTS 0 7,297 341 316,127 312,463 316,468 320,101 7,169 3,536 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,888) 0 -1,432 0 1,620 5,577 1,620 4,145 2,268 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.1 97.7 96.5 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 5 2 27 29 29 34 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 198,347 COMMITMENTS 0 0 0 191,075 194,436 191,075 194,436 7,272 3,911 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,152) 0 0 0 604 1,214 604 1,214 548 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 98.0 96.3 98.0 3.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 28 24 28 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 323,928 COMMITMENTS 1,534 2,736 0 314,234 319,221 315,768 321,957 8,160 1,971 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 15,622) 0 0 0 16,095 16,124 16,095 16,124 -473 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.8 0.0 97.0 98.5 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 0 25 23 26 24 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,506 COMMITMENTS 6,075 0 240 50,230 57,896 56,545 58,136 1,961 370 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 7,106) 1,060 0 240 5,306 7,102 6,606 7,342 500 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 0.4 85.9 99.0 96.6 99.4 3.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 0 1 20 15 24 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 619,449 COMMITMENTS 15,661 8,922 7,824 582,909 595,781 606,394 612,527 13,055 6,922 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,528) 3,936 889 -270 672 3,982 4,338 4,601 -810 -1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.4 1.3 94.1 96.2 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 5 10 6 52 46 61 59 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,831 COMMITMENTS 0 605 1,456 192,353 190,607 193,809 192,668 4,022 5,163 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,996) -987 155 0 -1,223 -1,969 -2,210 -1,814 -786 -1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.7 97.2 96.3 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 23 21 24 23 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 144,469 COMMITMENTS 0 0 0 141,799 141,565 141,799 141,565 2,670 2,904 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,900) 0 0 0 2,524 3,295 2,524 3,295 376 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 98.0 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 19 20 19 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 256,108 COMMITMENTS 7,166 8,077 0 244,628 245,911 251,794 253,988 4,314 2,120 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 27,826) 3,415 6,975 0 27,599 20,355 31,014 27,330 -3,188 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.2 0.0 95.5 96.0 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 5 0 35 34 42 39 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 274,850 COMMITMENTS 17,562 6,066 4,185 252,093 263,171 273,840 273,422 1,010 1,428 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 31,453) 251 4,154 3,375 27,875 23,636 31,501 31,165 -48 288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.2 1.5 91.7 95.8 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 11 4 3 44 48 57 53 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 135,153 COMMITMENTS 0 0 0 131,998 132,190 131,998 132,190 3,155 2,963 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,637) 0 0 0 5,831 6,358 5,831 6,358 806 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 97.8 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 24 27 24 27 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 47,152 COMMITMENTS 371 3,586 0 45,491 42,478 45,862 46,064 1,290 1,088 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,116) 371 1,934 0 775 -1,395 1,146 539 -30 577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 7.6 0.0 96.5 90.1 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 0 18 16 19 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 294,346 COMMITMENTS 4,218 4,273 2,493 279,429 277,611 286,140 284,377 8,206 9,969 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,936) 1,733 1,648 1,149 4,132 5,261 7,014 8,058 -78 -1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.5 0.8 94.9 94.3 97.2 96.6 2.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 3 3 40 39 46 42 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,136 COMMITMENTS 0 0 0 123,565 123,615 123,565 123,615 571 521 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,885) 0 0 0 1,914 1,668 1,914 1,668 -29 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 15 16 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,783 COMMITMENTS 0 554 0 99,483 98,515 99,483 99,069 13,300 13,714 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,507) 0 554 0 692 2,553 692 3,107 1,815 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 88.2 87.3 88.2 87.8 11.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 15 19 15 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 238,923 COMMITMENTS 0 1,551 1,568 234,468 228,465 236,036 231,584 2,887 7,339 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,635) 0 873 -109 1,655 -684 1,546 80 89 1,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.7 98.1 95.6 98.8 96.9 1.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 2 23 30 25 34 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,639 COMMITMENTS 0 320 0 187,654 196,246 187,654 196,566 10,985 2,073 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,867) 0 0 0 -3,771 -3,943 -3,771 -3,943 904 1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 94.5 98.8 94.5 99.0 5.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 18 20 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,136 COMMITMENTS 128 0 365 76,557 81,988 77,050 82,353 9,086 3,783 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -672) 91 0 -30 -640 -276 -579 -306 -93 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.4 88.9 95.2 89.5 95.6 10.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 20 16 21 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,151 COMMITMENTS 510 617 403 61,913 63,531 62,826 64,551 2,325 600 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,418) 0 -124 124 4,092 2,666 4,216 2,666 -1,798 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.9 0.6 95.0 97.5 96.4 99.1 3.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 19 11 21 12 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,743 COMMITMENTS 3,227 0 93 198,368 202,167 201,688 202,260 7,055 6,483 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,124) -153 0 93 4,193 5,128 4,133 5,221 991 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 95.0 96.8 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 17 19 19 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,369 COMMITMENTS 8,020 2,129 1,626 183,863 187,513 193,509 191,268 8,860 11,101 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -3,196) 1,980 -1,623 -2,015 -2,142 -718 -2,177 -4,356 -1,019 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.1 0.8 90.9 92.7 95.6 94.5 4.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 3 33 29 38 32 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,566 COMMITMENTS 0 240 0 23,892 21,888 23,892 22,128 674 2,438 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 97.3 89.1 97.3 90.1 2.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 9 12 9 13 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 51,700 COMMITMENTS 0 0 0 47,955 50,229 47,955 50,229 3,745 1,471 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -311) 0 0 0 -404 -373 -404 -373 93 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.8 97.2 92.8 97.2 7.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 16 15 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,222 COMMITMENTS 0 0 0 76,096 74,044 76,096 74,044 1,126 3,178 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,100) 0 0 0 3,069 3,193 3,069 3,193 31 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 95.9 98.5 95.9 1.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 11 16 11 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 261,426 COMMITMENTS 1,697 1,052 3,751 247,380 250,780 252,828 255,583 8,598 5,843 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,538) -1,307 8 372 6,069 5,480 5,134 5,860 404 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 1.4 94.6 95.9 96.7 97.8 3.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 2 31 35 34 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 140,034 COMMITMENTS 0 1,617 2 132,241 136,467 132,243 138,086 7,791 1,948 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 8,258) 0 217 0 9,861 10,252 9,861 10,469 -1,603 -2,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 94.4 97.5 94.4 98.6 5.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 21 25 22 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 176,046 COMMITMENTS 586 0 0 164,724 173,220 165,310 173,220 10,736 2,826 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -429) 0 0 0 -491 -243 -491 -243 62 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 93.6 98.4 93.9 98.4 6.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 15 24 16 24 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 48,075 COMMITMENTS 210 0 0 44,693 45,080 44,903 45,080 3,172 2,995 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,023) 0 0 0 74 -296 74 -296 949 1,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 93.0 93.8 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 13 19 14 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 268,068 COMMITMENTS 0 1,457 0 249,951 265,679 249,951 267,136 18,117 932 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 7,609) 0 1,457 0 9,387 6,214 9,387 7,671 -1,778 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 93.2 99.1 93.2 99.7 6.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 26 19 26 20 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 106,065 COMMITMENTS 4,352 1,498 0 93,105 101,539 97,457 103,037 8,608 3,028 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,461) 0 1,498 0 2,399 901 2,399 2,399 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.4 0.0 87.8 95.7 91.9 97.1 8.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 14 15 15 16 TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 24,307 COMMITMENTS 1,720 0 0 21,485 23,487 23,205 23,487 1,102 820 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 527) 0 0 0 341 465 341 465 186 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.0 88.4 96.6 95.5 96.6 4.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 10 12 10 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 196,376 COMMITMENTS 0 0 0 190,496 191,112 190,496 191,112 5,880 5,264 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -3,752) 0 -278 -31 -3,295 -4,247 -3,326 -4,556 -426 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.0 97.3 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 23 20 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 10,110 COMMITMENTS 2,558 814 44 7,315 9,037 9,917 9,895 193 215 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 8.1 0.4 72.4 89.4 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 1 13 16 18 23 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,404 COMMITMENTS 4,185 340 2,182 36,022 39,857 42,389 42,379 15 25 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 476) 50 -175 275 151 376 476 476 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.8 5.1 84.9 94.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 5 6 24 24 30 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 34,806 COMMITMENTS 3,625 873 2,106 29,075 31,827 34,806 34,806 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,165) 400 75 125 1,640 1,965 2,165 2,165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 2.5 6.1 83.5 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 6 21 20 27 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,723 COMMITMENTS 5,325 7,371 10,557 127,645 125,711 143,527 143,639 196 84 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 669) 501 259 -107 299 517 693 669 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 5.1 7.3 88.8 87.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 15 12 34 36 51 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,876 COMMITMENTS 1,275 3,018 3,654 64,947 63,184 69,876 69,856 0 20 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 628) 129 399 156 343 73 628 628 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.3 5.2 92.9 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 4 24 23 32 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 40,226 COMMITMENTS 800 1,478 800 38,626 37,948 40,226 40,226 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,203) 250 575 -25 978 653 1,203 1,203 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.7 2.0 96.0 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 15 16 20 21 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 58,765 COMMITMENTS 17,272 1,340 4,914 36,402 52,498 58,588 58,752 177 13 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,066) -3 0 2 -1,065 -1,068 -1,066 -1,066 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 2.3 8.4 61.9 89.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 4 3 23 24 31 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 77,706 COMMITMENTS 25,889 2,780 3,062 47,978 71,691 76,929 77,533 777 173 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -591) 119 148 32 -747 -726 -596 -546 5 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 3.6 3.9 61.7 92.3 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 5 4 24 24 34 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,947 COMMITMENTS 2,073 227 2,260 69,032 71,450 73,365 73,937 582 10 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,896) 0 -3 3 1,893 1,912 1,896 1,912 0 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.3 3.1 93.4 96.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 25 26 30 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 92,054 COMMITMENTS 1,772 241 2,738 86,708 88,835 91,218 91,814 836 240 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,461) 28 0 0 2,430 2,466 2,458 2,466 3 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.3 3.0 94.2 96.5 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 27 28 30 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,050 COMMITMENTS 225 45 230 42,447 42,399 42,902 42,674 148 376 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 560) 0 0 0 560 560 560 560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.1 0.5 98.6 98.5 99.7 99.1 0.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 17 22 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 29,781 COMMITMENTS 360 996 0 28,896 28,775 29,256 29,771 525 10 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,612) 0 0 0 1,612 1,612 1,612 1,612 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.3 0.0 97.0 96.6 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 19 18 20 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,687 COMMITMENTS 575 0 0 17,995 18,687 18,570 18,687 117 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.3 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 13 13 16 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 86,375 COMMITMENTS 19,632 1,783 2,136 64,055 82,302 85,823 86,221 552 154 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,308) -719 93 7 -613 -1,404 -1,325 -1,304 17 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 2.1 2.5 74.2 95.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 5 8 35 38 53 49 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,136 COMMITMENTS 6,695 599 286 35,869 41,954 42,850 42,839 286 297 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 385) 0 0 0 385 385 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 1.4 0.7 83.2 97.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 20 22 25 26 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,131 COMMITMENTS 240 121 254 47,460 47,355 47,954 47,730 177 401 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 260) 0 0 0 260 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.3 0.5 98.6 98.4 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 22 21 25 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 38,087 COMMITMENTS 50 1,140 100 36,771 36,795 36,921 38,035 1,166 52 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,335) 40 -5 -95 1,390 1,435 1,335 1,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.0 0.3 96.5 96.6 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 2 24 24 26 31 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,579 COMMITMENTS 1,840 305 73 67,776 69,946 69,689 70,324 890 255 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,043) 0 25 0 2,043 2,003 2,043 2,028 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.4 0.1 96.0 99.1 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 1 23 15 28 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,193 COMMITMENTS 2,318 295 60 70,325 72,658 72,703 73,013 490 180 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,681) -33 0 0 1,709 1,681 1,676 1,681 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.4 0.1 96.1 99.3 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 1 26 19 30 23 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 78,947 COMMITMENTS 184 1,859 1,133 77,415 75,755 78,732 78,747 215 200 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,215) 5 522 -207 2,417 1,880 2,215 2,195 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.4 1.4 98.1 96.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 6 4 28 27 32 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 96,404 COMMITMENTS 2,056 2,502 2,141 91,865 91,731 96,062 96,374 342 30 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,379) -125 679 -78 3,597 2,783 3,394 3,384 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.6 2.2 95.3 95.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 10 7 32 31 40 44 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 63,368 COMMITMENTS 325 5,521 425 62,598 57,422 63,348 63,368 20 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 585) -275 -75 375 485 285 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.7 0.7 98.8 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 5 3 16 17 19 24 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 54,900 COMMITMENTS 1,450 600 375 53,075 53,925 54,900 54,900 0 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,430) 300 0 0 1,130 1,430 1,430 1,430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.1 0.7 96.7 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 1 14 8 16 11 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 60,399 COMMITMENTS 1,348 1,641 1,007 58,000 57,595 60,355 60,243 44 156 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -164) 0 -230 50 -214 31 -164 -149 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.7 1.7 96.0 95.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 3 24 23 28 29 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 67,909 COMMITMENTS 1,710 4,289 2,420 63,636 60,951 67,766 67,660 143 249 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,186) 110 -188 78 998 1,291 1,186 1,181 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.3 3.6 93.7 89.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 5 4 23 19 32 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,705 COMMITMENTS 0 710 0 24,534 23,885 24,534 24,595 171 110 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 365) 0 420 -75 436 0 361 345 4 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 99.3 96.7 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 13 17 15 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 24,285 COMMITMENTS 0 225 0 23,764 24,055 23,764 24,280 521 5 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 230) -75 225 0 298 0 223 225 7 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 97.9 99.1 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 13 16 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,583 COMMITMENTS 390 1,688 1,345 29,828 28,550 31,563 31,583 20 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 320) 225 144 -9 115 185 331 320 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.3 4.3 94.4 90.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 5 22 21 30 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 18,385 COMMITMENTS 751 2,340 185 16,099 15,374 17,035 17,899 1,350 486 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 38) 20 -12 -20 35 70 35 38 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 12.7 1.0 87.6 83.6 92.7 97.4 7.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 10 10 13 15 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,457 COMMITMENTS 5,535 4,735 1,322 51,579 52,375 58,436 58,432 21 25 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -229) -50 -395 0 -179 166 -229 -229 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 8.1 2.3 88.2 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 5 6 31 27 40 37 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,613 COMMITMENTS 1,180 1,157 1,025 34,282 34,347 36,487 36,529 126 84 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 29) 50 -270 0 3 299 53 29 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.2 2.8 93.6 93.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 5 25 20 33 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,795 COMMITMENTS 450 640 426 18,784 18,729 19,660 19,795 135 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -135) 75 0 0 -210 -135 -135 -135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.2 2.2 94.9 94.6 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 3 17 17 20 24 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 21,885 COMMITMENTS 525 400 0 21,243 21,485 21,768 21,885 117 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.8 0.0 97.1 98.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 13 8 15 10 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,042 COMMITMENTS 125 1,525 25 8,732 7,492 8,882 9,042 160 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 16.9 0.3 96.6 82.9 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 1 11 10 15 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,315 COMMITMENTS 125 2,175 25 9,060 7,115 9,210 9,315 105 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 23.3 0.3 97.3 76.4 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 1 13 10 17 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,716 COMMITMENTS 170 260 550 10,764 10,906 11,484 11,716 232 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.2 4.7 91.9 93.1 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 15 17 17 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,761 COMMITMENTS 170 340 510 9,849 9,911 10,529 10,761 232 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.2 4.7 91.5 92.1 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 1 14 16 16 19 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,512 COMMITMENTS 1,450 2,230 2,135 31,890 31,147 35,475 35,512 37 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 6.3 6.0 89.8 87.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 1 22 14 26 17 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,732 COMMITMENTS 1,450 1,765 2,315 31,930 31,652 35,695 35,732 37 0 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 4.9 6.5 89.4 88.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 2 22 16 27 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 108,995 COMMITMENTS 2,189 5,177 1,591 105,137 102,207 108,917 108,975 78 20 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,993) 76 -535 180 2,732 3,348 2,988 2,993 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.7 1.5 96.5 93.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 8 7 38 30 48 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 123,767 COMMITMENTS 3,033 6,270 2,715 117,945 114,772 123,693 123,757 74 10 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,167) -45 -228 243 2,965 3,152 3,163 3,167 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.1 2.2 95.3 92.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 12 11 41 33 57 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 281,814 COMMITMENTS 34,992 15,413 21,093 225,439 245,183 281,524 281,689 290 125 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 9,330) -534 362 695 9,119 8,243 9,280 9,300 50 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 5.5 7.5 80.0 87.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 25 21 23 48 42 82 77 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,144 COMMITMENTS 4,885 600 55 12,809 17,419 17,749 18,074 395 70 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 3.3 0.3 70.6 96.0 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 18 11 21 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,857 COMMITMENTS 4,340 600 55 9,926 14,197 14,321 14,852 536 5 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 4.0 0.4 66.8 95.6 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 17 10 19 12 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,517 COMMITMENTS 6,837 1,850 50 6,608 11,582 13,495 13,482 22 35 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,125) 457 350 50 598 720 1,105 1,120 20 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 13.7 0.4 48.9 85.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 1 14 19 18 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,707 COMMITMENTS 48 245 117 3,748 3,483 3,913 3,845 794 862 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 146) 15 63 67 11 -122 93 8 53 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.2 2.5 79.6 74.0 83.1 81.7 16.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 25 25 27 28 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 33,461 COMMITMENTS 2,463 0 0 30,591 33,270 33,054 33,270 407 191 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 470) 0 0 0 470 470 470 470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 0.0 91.4 99.4 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 0 31 36 32 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 29,447 COMMITMENTS 35 0 264 29,048 28,601 29,347 28,865 100 582 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,370) -15 0 240 5,123 5,142 5,348 5,382 22 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.9 98.6 97.1 99.7 98.0 0.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 30 31 31 32 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 9,286 COMMITMENTS 152 192 214 8,140 8,521 8,506 8,927 780 359 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 712) -18 -32 65 782 750 829 783 -117 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.1 2.3 87.7 91.8 91.6 96.1 8.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 3 29 30 32 34 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 41,839 COMMITMENTS 1,594 961 95 39,567 40,708 41,256 41,764 583 75 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 653) 37 37 37 579 579 653 653 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.3 0.2 94.6 97.3 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 3 1 33 46 38 49 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 53,969 COMMITMENTS 3,264 763 2,450 47,668 50,032 53,382 53,245 587 724 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,295) 840 -65 84 662 1,566 1,586 1,585 -291 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 1.4 4.5 88.3 92.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 11 4 12 67 65 82 78 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,322 COMMITMENTS 72 0 3 1,362 1,872 1,437 1,875 885 447 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.1 58.7 80.6 61.9 80.7 38.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 16 19 17 20 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 25,018 COMMITMENTS 0 0 0 23,353 23,429 23,353 23,429 1,665 1,589 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 824) 0 0 0 659 869 659 869 165 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 93.6 93.3 93.6 6.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 25 24 25 24 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 9,744 COMMITMENTS 0 0 0 9,459 9,700 9,459 9,700 285 44 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 330) 0 0 0 330 330 330 330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 99.5 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 16 15 16 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 229,549 COMMITMENTS 0 505 785 216,165 213,802 216,950 215,092 12,599 14,457 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -12,199) -570 505 -505 -13,291 -12,223 -14,366 -12,223 2,167 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.3 94.2 93.1 94.5 93.7 5.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 14 17 15 18
Updated May 01, 2020